The informal phrase wham, bam, thank you ma’am refers to sexual intercourse conducted quickly and without tenderness.

In her autobiography, Lady Sings the Blues (Doubleday & Company, Inc. – Garden City, New York, 1956), co-authored by the American writer, musician and activist William Francis Dufty (1916-2002), the American singer Billie Holiday (Eleanora Fagan – 1915-59) used the phrase wham, bang in the same sense when writing of when she worked as a prostitute:

With my regular white customers, it was a cinch. They had wives and kids to go home to. When they came to see me it was wham, bang,  they gave me the money and were gone. I made all the loot I needed. But Negroes would keep you up all the damn night, handing you that stuff about ‘Is it good, baby?’ and ‘Don’t you want to be my old lady?’

However, the earliest instance of wham, bam, thank you ma’am that I have found is used as an adjective in the generic, neutral sense speedy; it is from Dear Mr. Banker, by Nicholas P. Mitchell, published in The Greenville News (Greenville, South Carolina) of Saturday 14^th January 1950:

By the way, in spite of the fact that various Greenville bankers have explained to me why it isn’t a good idea, I still wish every bank had at least one teller’s cage reserved for people who want to cash a check or to make an individual deposit. Such transactions require about half a minute, but it is not unusual to wait in line fifteen minutes or more while those who are banking on behalf of business get their requirements met. It naturally takes much more time for them, and everybody is happy that business is so good that business banking can’t be done in a minute or two. But if we small fry had a “wham, bam, thank you ma’am,” line of our own, we’d all save a lot of time.

The second-earliest occurrence of the phrase that I have found is from the column Record Roundup, by Harold Ober, in the Asbury Park Evening Press (Asbury Park, New Jersey) of Sunday 9^th July 1950:

Hank Penny¹’s string orchestra comes thru with a fine instrumental job for King on that jazz classic, “Jersey Bounce.” It’s in hill billy style, but very listenable. Hank provides vocals on the flipover, “Wham’. Bam.’ Thank You, Ma’am.”

¹ Herbert Clayton ‘Hank’ Penny (1918-92) was an American singer and musician.

The above-mentioned song was entered as follows in the Catalog of Copyright Entries: Third Series, Volume 5, Part 5A, Number 1: Published Music: January–June 1951 (Copyright Office, The Library of Congress – Washington, D.C.):

Wham! Bam! Thank you ma’am!; by Hank Penny. [For voice and piano, with chord symbols] © Lois Pub. Co., New York; 19Oct50; EP51551. Appl. states prev. reg.² 21Jul50, EU210280.

² “Appl. states prev. reg.” means “Application states previous registration”.

The American singer and actor Dean Martin (Dino Paul Crocetti – 1917-95) recorded the song the same year, as mentioned in The Progress (Clearfield, Pennsylvania) of Thursday 24^th August 1950:

The new Dean Martin record for Capitol is “Wham! Bam! Thank You, Ma’am!” a new bright novelty piece.

Lyrics of Wham! Bam! Thank You, Ma’am!, as interpreted by Dean Martin:

(Wham bam thank you ma’am I hope you’re satisfied)

I never knew what love would do until I saw you smile
And when I did I flipped my lid and nearly went plum-wild
But now I know I’ll never show my love to anyone
’Cause wham bam you broke my heart I hope that you had fun

(Wham bam thank you ma’am) Hope you’re satisfied
You took my heart and you tore it apart you hurt me deep inside
I’ll never be a fool again you really crushed my pride
(Wham bam thank you ma’am) Hope you’re satisfied

I looked at you and thought I knew just how the game was played
My shirt tail ran right up my back just like a window shade
I cross my heart I’ll never start to pal for anyone
’Cause wham bam you broke my heart I hope that you had fun

(Wham bam thank you ma’am) Hope you’re satisfied
You took my heart and you tore it apart you hurt me deep inside
I’ll never be a fool again you really crushed my pride
(Wham bam thank you ma’am) and I hope you’re satisfied

I made a mess of things I guess but now I’ll recognize
The next young thing that tries to say it’s a love light in her eye
The love light that you spoke about was only just a flame
’Cause every time you meet a man it lights right up again

(Wham bam thank you ma’am) Hope you’re satisfied
You took my heart and you tore it apart you hurt me deep inside
I’ll never be a fool again you really crushed my pride
(Wham bam thank you ma’am) I hope you’re satisfied

In the column The Bookshelf, edited by Laura Scott Meyers, published in the El Paso Herald-Post (El Paso, Texas) of Saturday 4^th February 1961, the phrase is used to denote a sudden, forceful effect in the review of The Great Sea War: The Dramatic Story of Naval Action in World War II (Prentice-Hall – Englewood Cliffs, N.J., 1960), a book by E. B. Potter and Fleet Admiral Chester W. Nimitz:

One other idea the reader gains—probably unintended by the authors. That is of the fragility of navies. One of the most impressive things in the book is the lightning suddenness with which capital ships destroy one another. Wham! Bam! Thank you ma’am—and there goes a few hundred millions of somebody’s money to Davy Jones’ locker.

The phrase merely refers to suddenness in an article about the American actress, singer and dancer Carol Elaine Channing (1921-2019), published in The Arizona Republic (Phoenix, Arizona) of Monday 21^st May 1962:

Marge Champion³ finally had to meet her; she convinced Gower⁴ that Carol was the one to do “Lend an Ear”—a stage play put on by Hollywood. The show hit Broadway.
There she was, back again, still scared. But Anita Loos⁵ saw her, decided this was the time to revive “Gentlemen Prefer Blondes” and rewrote Lorelei around Carol.
Wham, bam, thank you ma’am, success.

³ Marjorie Celeste ‘Marge’ Champion (née Belcher – born 1919) is an American actress, dancer and choreographer.

⁴ Gower Carlyle Champion (1919-80), Marjorie Champion’s husband, was an American actor, theatre director, choreographer and dancer.

⁵ Anita Loos (1889-1981) was an American author; she wrote the comic novel Gentlemen Prefer Blondes: The Intimate Diary of a Professional Lady (Boni & Liveright – New York, 1925), narrated by the blonde Lorelei Lee. The musical based on this novel, Gentlemen Prefer Blondes, opened on Broadway in 1949, with Carol Channing as Lorelei.

On Thursday 2^nd May 1963, The Stage and Television Today (London, England) announced the following:

New Revue
Annie Ross⁶, Oscar Brown Jnr.⁷, Fred Emney⁸, Dermot Kelly, and Ken Parry are to be in “Wham! Bam! Thank You Ma’am”, the Marty Feldman⁹ show, with music by Tony Kinsey, which Steven Vynaver is to direct and William Donaldson¹⁰ is to present in London in August. It is booked for the New, Oxford, on July 22. Press Representative: John Mahoney.

The only details that I have found about this revue are from You Cannot Live as I Have Lived and Not End Up Like This: The Thoroughly Disgraceful Life and Times of Willie Donaldson (Ebury Press – London, 2007), by Terence Blacker, who writes that the revue, which “closed almost before it opened,” was to be a hugely expensive extravaganza combining jazz and slapstick, starring the Afro-American jazz singer Oscar Brown Jr, Annie Ross, a twelve-piece orchestra, the veteran comedian Fred Emney and some dancing girls; Blacker also quotes William Donaldson as saying that the show “embraced every comic tradition from pre-Monty Python surreal to picture-postcard slapstick, and achieved only a mystifying confusion.”

⁶ Annie Ross (Annabelle Allan Short – born 1930) is a British-American singer and actress.

⁷ Oscar Brown Jr. (1926-2005) was an American singer, songwriter, playwright, poet, civil rights activist and actor.

⁸ Frederick Arthur Round Emney (1900-80) was an English actor.

⁹ Martin Alan ‘Marty’ Feldman (1934-82) was a British actor and comedy writer.

¹⁰ Charles William Donaldson (1935-2005) was a British satirist, author and theatre producer.

Bob Walton punned on the phrase—with reference to the two shots fired—in his column With the Sportsmen, in The San Bernardino Daily Sun (San Bernardino, California) of Friday 25^th October 1963—he was writing about Pete Gallegos, of San Bernardino, who went to Utah to hunt deer, and whose “hunting season lasted just about 10 seconds”:

When the animals were 100 yards away, Gallegos cut loose with his old model rifle. His first shot dropped the buck. He pulled the trigger again and the doe went down. Bang, bang, thank you Ma’am. Pete’s hunting season was over.

The earliest instance of the variant slam, bang, thank you ma’am that I have found is from the U.S. television programmes published on Tuesday 25^th January 1966, for example in The News-Herald (Franklin, Pennsylvania)—McHale’s Navy (1962-66) was a sitcom, and Carrie Nation (1846-1911) was a radical member of the temperance movement; here, slam, bang, thank you ma’am seems to refer to comedy based on deliberately clumsy actions and humorously embarrassing events:

McHale’s Navy has another slam bang, thank you ma’am episode. Elvia Allman plays a visiting congresswoman who has the spirit and muscle of Carrie Nation. Joe Flynn, busy making home movies which show him as a conquering hero, hopes to cash in on her visit by photographing the “orgies” of his men. But before it’s over (after a bundle of complications), Tim Conway is behaving as if he were Federico Fellini and Miss Allman is gaily joining the boys’ “La Dolce Vita.”

The earliest occurrence that I have found of wham, bam, thank you ma’am with reference to sexual intercourse is from the review of Ball Four (World Publishing Co. – New York, 1970), a book by the American baseball player James Alan Bouton (born 1939)—this review, by John Justin Smith, was published in the Star-Gazette (Elmira, New York) of Wednesday 10^th June 1970:

Bouton says of ball players that they are not, by and large, “the best dates. They prefer wham, bam, thank you, ma’am affairs.” Stewardesses are fine, because they’re usually attractive and sometimes stay at the same hotel.

The variant wham, bang, thank you ma’am appeared for example in Monkey Business Titillates Phoenix, by Nicholas Von Hoffman, published in The Capital Times (Madison, Wisconsin) of Monday 8^th April 1974—this article is about a female gorilla named Hazel, kept at the Zoo of Phoenix, Arizona:

The Gazette called for someone to procure “a virile young stud” for Hazel, and then reported that: “The possibility of the Phoenix Zoo showing a pornographic movie to Hazel to stimulate romantic inclinations has prompted much conversation around town. The London Zoo developed the film (entitled ‘Wham, Bang, Thank You Ma’am’) and running 30 seconds with the idea of gorilla see, gorilla do.”